Is it alright to apply working visa in Hongkong?

It is suggested by the China's Foreign Ministry in Hongkong that if you are not a resident of Hongkong to apply for Chinese visa in Chinese Embassy of your resident country, however, my employer wants me to apply in Hongkong so that when it will be approved I can go back and work immediately. My student visa is valid until September 30. So, can I apply in hongkong?